2 papers
math.OC2019
Stochastic Approximation Proximal Method of Multipliers for Convex Stochastic Programming
Liwei Zhang, Yule Zhang, Jia Wu
This paper considers the problem of minimizing a convex expectation function over a closed convex set, coupled with a set of inequality convex expectation constraints. We present a…
math.OC2017
The Rate of Convergence of the Augmented Lagrangian Method for a Nonlinear Semidefinite Nuclear Norm Composite Optimization Problem
Liwei Zhang, Yule Zhang, Jia Wu
We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the r…